+307.7%
ARKK vs PLUG
-75.7%
+383.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -10.5% | +8.5% | +0.2% |
| 7D | -0.6% | -23.4% | +22.8% | +4.7% |
| 30D | -11.2% | -23.4% | +12.2% | -6.4% |
| 3M | -9.2% | -51.7% | +42.5% | +4.9% |
| 6M | -3.9% | -72.0% | +68.0% | +22.6% |
| YTD | -2.5% | -43.7% | +41.1% | +5.0% |
| 1Y | -2.7% | -55.4% | +52.7% | +9.2% |
| 3Y | +87.9% | -68.0% | +155.9% | +81.5% |
| 5Y | -35.7% | -97.4% | +61.8% | -0.2% |
| 10Y | +299.2% | -24.5% | +323.7% | +267.9% |
| All | +307.7% | -75.7% | +383.4% | +294.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PLUG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling